-49.1%
COMP vs CG
+31.8%
-80.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.4% | +4.1% | +3.8% |
| 7D | +2.2% | -3.8% | +6.0% | +5.5% |
| 30D | +16.3% | +7.5% | +8.8% | +10.0% |
| 3M | -19.1% | -14.4% | -4.8% | -8.5% |
| 6M | +17.1% | -15.7% | +32.8% | +33.1% |
| YTD | -2.9% | -29.0% | +26.0% | +25.6% |
| 1Y | +8.8% | -22.1% | +30.9% | +29.7% |
| 3Y | +423.5% | +49.1% | +374.3% | +191.8% |
| 5Y | -10.5% | -18.4% | +7.9% | -25.1% |
| All | -49.1% | +31.8% | -80.9% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling